戦略の設定
+778.95% |
0.16% | |
4.78% | |
ドローダウン: | 42.06% |
残高: | $87,894.62 |
最高残高: | (Oct 29) $87,900.05 |
損益: | $77,895.44 |
入金: | $10,000.00 |
テストが開始: | Jan 02, 2012 |
テストエンド: | Oct 30, 2015 |
時間枠: | 5 Minutes |
モデルタイプ: | Every Tick |
に追加: | Nov 21 2015 at 12:17 |
コメント:
コメントが入った。 |
モデル品質: | 90.0 |
テスト中の棒足の本数: | 285620 |
再現された値動き数: | 53610562 |
閲覧数: | 438 |
ブローカー: | 121 Securities |
歩み: | 4803 |
収益: | |
Pips: | -7318.9 |
平均勝利: | 16.68 pips / $33.76 |
平均損失 | -51.58 pips / -$32.01 |
ロット: | 561.75 |
手数料: | 0 |
ロングスウォン: | (1777/2449) 72% |
ショーツウォン: | (1745/2354) 74% |
ベストトレード($): | (May 27) 4191.78 |
ワーストトレード($): | (May 27) -748.87 |
ベストトレード(pips): | (Mar 18) 126.6 |
ワーストトレード(pips): | (Oct 26) -318.1 |
平均。貿易の長さ: | 19h 31m |
利益率: | 2.90 |
標準偏差: | $157.39 |
シャープレシオ | 0.0000 |
Z - Scoreの (確率): | -35.13 (99.99%) |
期待値: | -1.5 Pips / $16.22 |
AHPR: | 0.05% |
GHPR: | 0.05% |
ロング | ショート | 合計 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
通貨 | 歩み | Pips | 損益($) | 歩み | Pips | 損益($) | 歩み | Pips | 損益($) | 勝ち(%) | ロスト(%) |
EURUSD | 2449 | -8033.7 | 41285.70 | 2354 | 714.8 | 36608.92 | 4803 | -7318.9 | 77894.62 | 3522 (73%) | 1281 (27%) |
損失のサイズ | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
損失の確率 | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
連続負けトレード | 2747 | 2473 | 2198 | 1923 | 1648 | 1374 | 1099 | 824 | 549 | 275 |
トレーディング活動 (4803)
Open日 | クローズ日 | シンボル | アクション | ロット | SL | TP | オープン価格 | クローズ価格 | Pips | 損益 | 期間 | 変更 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10.30.2015 05:05 | 10.30.2015 22:54 | EURUSD | Sell | 0.04 | - | 1.09857 | 1.09865 | 1.10033 | -16.8 | -6.72 | 17h 49m | -0.01% |
10.29.2015 20:00 | 10.30.2015 22:54 | EURUSD | Sell | 0.03 | - | 1.09857 | 1.09660 | 1.10033 | -37.3 | -11.17 | 1d | -0.01% |
10.30.2015 15:35 | 10.30.2015 22:54 | EURUSD | Sell | 0.06 | - | 1.09857 | 1.10386 | 1.10033 | 35.3 | 21.18 | 7h 19m | 0.02% |
10.29.2015 16:05 | 10.30.2015 22:54 | EURUSD | Sell | 0.02 | - | 1.09857 | 1.09596 | 1.10033 | -43.7 | -8.72 | 1d | -0.01% |
10.29.2015 17:30 | 10.29.2015 19:27 | EURUSD | Sell | 0.03 | - | 1.09574 | 1.09714 | 1.09574 | 14.0 | 4.20 | 1h 57m | 0.00% |
10.29.2015 15:05 | 10.29.2015 15:46 | EURUSD | Buy | 0.02 | - | 1.09474 | 1.09334 | 1.09474 | 14.0 | 2.80 | 41m | 0.00% |
10.29.2015 04:35 | 10.29.2015 15:03 | EURUSD | Sell | 0.02 | - | 1.09325 | 1.09305 | 1.09325 | -2.0 | -0.40 | 10h 28m | 0.00% |
10.29.2015 11:20 | 10.29.2015 15:03 | EURUSD | Sell | 0.04 | - | 1.09325 | 1.09585 | 1.09325 | 26.0 | 10.40 | 3h 43m | 0.01% |
10.29.2015 10:50 | 10.29.2015 15:03 | EURUSD | Sell | 0.03 | - | 1.09325 | 1.09412 | 1.09325 | 8.7 | 2.61 | 4h 13m | 0.00% |
10.29.2015 02:20 | 10.29.2015 04:33 | EURUSD | Buy | 0.02 | - | 1.09312 | 1.09172 | 1.09312 | 14.0 | 2.80 | 2h 13m | 0.00% |
10.29.2015 02:55 | 10.29.2015 04:01 | EURUSD | Buy | 0.03 | - | 1.09199 | 1.09059 | 1.09199 | 14.0 | 4.20 | 1h 6m | 0.00% |
10.28.2015 20:40 | 10.29.2015 01:50 | EURUSD | Buy | 0.02 | - | 1.09310 | 1.09170 | 1.09310 | 14.0 | 2.60 | 5h 10m | 0.00% |
10.28.2015 20:50 | 10.28.2015 21:13 | EURUSD | Buy | 0.03 | - | 1.09191 | 1.09051 | 1.09191 | 14.0 | 4.20 | 23m | 0.00% |
10.28.2015 19:30 | 10.28.2015 20:00 | EURUSD | Sell | 0.03 | - | 1.10589 | 1.10793 | 1.10589 | 20.4 | 6.12 | 30m | 0.01% |
10.28.2015 12:25 | 10.28.2015 20:00 | EURUSD | Sell | 0.02 | - | 1.10589 | 1.10633 | 1.10589 | 4.4 | 0.88 | 7h 35m | 0.00% |
10.28.2015 17:55 | 10.28.2015 17:57 | EURUSD | Sell | 0.03 | - | 1.10763 | 1.10903 | 1.10763 | 14.0 | 4.20 | 2m | 0.00% |
10.28.2015 10:10 | 10.28.2015 11:39 | EURUSD | Buy | 0.02 | - | 1.10540 | 1.10453 | 1.10540 | 8.7 | 1.74 | 1h 29m | 0.00% |
10.28.2015 10:40 | 10.28.2015 11:39 | EURUSD | Buy | 0.03 | - | 1.10540 | 1.10404 | 1.10540 | 13.6 | 4.08 | 59m | 0.00% |
10.28.2015 10:45 | 10.28.2015 11:39 | EURUSD | Buy | 0.04 | - | 1.10540 | 1.10371 | 1.10540 | 16.9 | 6.76 | 54m | 0.01% |
10.28.2015 04:05 | 10.28.2015 09:37 | EURUSD | Buy | 0.04 | - | 1.10493 | 1.10277 | 1.10493 | 21.6 | 8.64 | 5h 32m | 0.01% |
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